ASML vs. ORLY
ASML (ASML Holding N.V.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, ASML returned 36.00%/yr vs 18.05%/yr for ORLY. At a 0.26 correlation, their price movements are largely independent.
Performance
ASML vs. ORLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than ORLY's -0.21% return. Over the past 10 years, ASML has outperformed ORLY with an annualized return of 36.00%, while ORLY has yielded a comparatively lower 18.05% annualized return.
ASML
- 1D
- -1.89%
- 1M
- 17.83%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 138.89%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
ORLY
- 1D
- 1.02%
- 1M
- 1.47%
- YTD
- -0.21%
- 6M
- -3.28%
- 1Y
- -0.03%
- 3Y*
- 14.22%
- 5Y*
- 20.62%
- 10Y*
- 18.05%
ASML vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
ORLY O'Reilly Automotive, Inc. | -0.21% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between ASML and ORLY is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 1995 | 0.26 |
The correlation between ASML and ORLY shifts across timeframes, from -0.07 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ASML:
$718.77B
ORLY:
$76.69B
ASML:
€25.86
ORLY:
$3.06
ASML:
62.30
ORLY:
29.76
ASML:
4.10
ORLY:
3.20
ASML:
18.51
ORLY:
4.26
ASML:
€33.69B
ORLY:
$18.21B
ASML:
€17.72B
ORLY:
$9.40B
ASML:
€12.99B
ORLY:
$3.96B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ASML vs. ORLY — Risk / Return Rank
ASML
ORLY
ASML vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and O'Reilly Automotive, Inc. (ORLY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ASML | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.27 | ||
| Sortino ratioReturn per unit of downside risk | +3.53 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.02 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 7.83 | -0.00 | +7.83 |
| Martin ratioReturn relative to average drawdown | 21.08 | -0.00 | +21.08 |
Loading charts...
Drawdowns
ASML vs. ORLY - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for ASML and ORLY.
Loading charts...
Drawdown Indicators
| ASML | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -65.42% | -24.58% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -20.02% | +2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -20.02% | -25.36% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -23.03% | -33.81% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -42.00% | -14.84% |
Current DrawdownCurrent decline from peak | -1.89% | -15.58% | +13.69% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -10.78% | -17.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 10.77% | -4.14% |
Volatility
ASML vs. ORLY - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to O'Reilly Automotive, Inc. (ORLY) at 6.52%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than ORLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ASML | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 6.52% | +10.75% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 17.78% | +16.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.75% | 22.82% | +19.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.44% | 22.63% | +19.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 26.52% | +12.20% |
Dividends
ASML vs. ORLY - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.47%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.47% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
ORLY O'Reilly Automotive, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ASML vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and O'Reilly Automotive, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ASML vs. ORLY - Profitability Comparison
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
ORLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.35B and revenue of 4.56B. Therefore, the gross margin over that period was 51.5%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
ORLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported an operating income of 841.61M and revenue of 4.56B, resulting in an operating margin of 18.5%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
ORLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a net income of 604.18M and revenue of 4.56B, resulting in a net margin of 13.3%.
Frequently Asked Questions
ASML and ORLY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.27%) compared to ORLY (6.52%). In terms of maximum drawdown, ASML dropped -90.00% vs ORLY's -65.42%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ASML and ORLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer